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Implement Binance TradeLite message support

#2156Merged
Comparing
DeevsDeevs:binance-tradelite
(
3d25791
) with
develop
(
ef4fe8e
)
CodSpeed Performance Gauge
+38%
Improvements
1
Regressions
0
Untouched
51
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test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
CodSpeed Performance Gauge
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27.2 µs
19.8 µs

Passed

test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
CodSpeed Performance Gauge
+11%
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test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
CodSpeed Performance Gauge
+7%
21.8 µs
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test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
CodSpeed Performance Gauge
+5%
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test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
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+5%
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test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
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+4%
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test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
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test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
CodSpeed Performance Gauge
+3%
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test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
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+3%
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test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
CodSpeed Performance Gauge
+3%
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test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
CodSpeed Performance Gauge
+3%
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test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
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test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
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test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
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test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
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tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
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test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
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test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
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test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
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test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
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test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
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test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
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test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process
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test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
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test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
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test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
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test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
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test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
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test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
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test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
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test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
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test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
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test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
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test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
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test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
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test_logging
tests/performance_tests/test_perf_logger.py::test_logging
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test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
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test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
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test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
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test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
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140.8 µs
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test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
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66.6 µs
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test_order_denied_to_dict_then_msgspec_to_json
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict_then_msgspec_to_json
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test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
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test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
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test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
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test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
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17.3 ms
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test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
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test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
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44.1 µs
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test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
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test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
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test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
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test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
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Commits

Click on a commit to change the comparison range
Base
develop
ef4fe8e
+43%
feat: order updates from TradeLite msg
4849172
5 months ago
by DeevsDeevs
0%
fix: rename use_tradelite to use_trade_lite
6eba24d
5 months ago
by DeevsDeevs
-88%
fix: _use_trade_lite as field of ExecClient
b7a8b32
5 months ago
by DeevsDeevs
+87%
fix: if trade_lite enabled order_update events of TRADE ExecType will be ignored
0f9ea6c
5 months ago
by DeevsDeevs
-5%
fix: typing for commission_asset
3d25791
5 months ago
by DeevsDeevs
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